Retrieving xml from a remote site

<script type="text/javascript">
        var XmlHttp = null;
        if (window.XMLHttpRequest) {
            XmlHttp = new XMLHttpRequest();
            alert(1);
        }
        else // Internet Explorer 5/6
        {   alert(2);
            XmlHttp = new ActiveXObject("Microsoft.XMLHTTP");
        }
        alert(3);
        XmlHttp.open("GET", "http://www.xyz.com/ab/books.xml", true);
        XmlHttp.send("");
        var xmlDoc = XmlHttp.responseXML;
       
        alert(1234);
    </script>